I listen to a lot of classical on my Maggies, and most classical recordings I have sound universally good. Most classical recordings are recorded in such a way as to reproduce a live musical event, which would include as much of the dynamic swings of the orchestra as possible.
As Elizabeth stated, classical music is recorded with little compression, so the recordings will sound quieter, overall. But that is a necessity in classical music in order to encompass the complete dynamic range of classical music.
Much of the dramatic contrasts of classical music, are created by dynamic swings. If classical music was recorded with more compression, it would lose much of its dramatic tension. The quiet parts will be much more quiet than other forms of music, and the louder parts will be much more loud in comparison to the quiet parts, compared to other forms of music.
As an example, the violins at the beginning of Joan Tower's "Concerto for Orchestra" begin out of absolute dead quiet background, but later, the piece is at fortissimo. The piece has immense power because of this. If the recording was compressed in order to sound louder overall, it would lose all that power and sound anemic.
